+12.9%
SHW vs RUN
-80.3%
+93.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.6% | +2.9% | -1.3% |
| 7D | -3.2% | -1.8% | -1.4% | -3.1% |
| 30D | -11.4% | -10.8% | -0.6% | -10.6% |
| 3M | +3.5% | -30.2% | +33.6% | +6.1% |
| 6M | -3.4% | -22.3% | +19.0% | -2.1% |
| YTD | -0.3% | -52.2% | +51.8% | +3.7% |
| 1Y | -10.4% | -45.1% | +34.7% | -8.6% |
| 3Y | +21.3% | -37.1% | +58.4% | +9.5% |
| 5Y | +12.9% | -80.3% | +93.1% | +9.0% |
| All | +12.9% | -80.3% | +93.1% | +9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded RUN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling